Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy: buy top big-bank stocks when the market’s long-term trend is up; otherwise hedge or go on offense/defense in Nasdaq and semiconductors using bull/bear funds, with simple hot/cold and trend checks plus a bond-based risk signal.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
8 of 34 funds in its are : PSQ, SOXL, SOXS, SPXL, SQQQ, TECL, TNA, TQQQ
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Leveraged ETFs label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It’s a daily, rules-based switcher. - Quick “heat check” on semiconductors (SOXX). If too hot, short them (SOXS). If washed‑out, sometimes buy them (SOXL, 3x bull). - If the S&P 500 (SPY) is extreme: very hot → add a volatility hedge (VIXM); very cold → ride rebounds with 3x bull funds (TECL/TNA/SPXL). - If SPY is above its 200‑day average, pick 1–2 big bank stocks (JPM, BAC, GS, etc.) by recent strength/stability. - Otherwise use “bear/sideways” rules to flip between bullish/bearish Nasdaq funds (TQQQ/SQQQ/PSQ) or QQQ/SMH, guided by a hot/cold score and a bond (TLT) risk signal. “3x” ≈ triple daily moves; “inverse” rises when markets fall.
Daily strategy: buy top big-bank stocks when the market’s long-term trend is up; otherwise hedge or go on offense/defense in Nasdaq and semiconductors using bull/bear funds, with simple hot/cold and trend checks plus a bond-based risk signal.
Out-of-sample edge: ~41% annualized return vs SPY ~20%; Calmar ~0.67 and Sharpe ~0.82. Dynamic bank/semis tilts + hedges seek big upside in up markets, with risk controls. Max drawdown ~61%—for risk-tolerant investors only.
Focuses on big banks using conditional logic as a hedge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $62.8M | 2026-10-11 | |
| Backtest regulatory fees | $281k | 2026-10-11 | |
| Backtest slippage cost | $2.6M | 2026-10-11 |
| AI categories (Composer) | big banks, daily rebalanced, hedged, inverse etfs, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, tech/semiconductors, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 182 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BAC", "BBVA", "BCS", "C", "COF", "DB", "DIA", "FITB", "GS", "HSBC", "JPM", "KEY", "MS", "MTB", "PNC", "PSQ", "QQQ", "RF", "SAN", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TFC", "TLT", "TNA", "TQQQ", "VIXM", "WFC", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,700 | 2026-10-11 | |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 265.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 628k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 199.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 9.44% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 118.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 118.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -9.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -61.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 89.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 87.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 114.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 105.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
